HAVING is for filtering on aggregated results. You could use it to solve your problem if you rewrite it slightly so it's filtering on the number of times a DISC_NAME has a result from your joins which has GRADE=1. For this aggregate, you'd be grouping by the DISC_NAME and you can count matches with a case when
select d.disc_name
from students s
,disciplines d
,grades g
where g.id= s.id
and g.kod_disc = d.disc_id
group by d.disc_name
having sum(case when g.grade = 2 then 1 else 0 end) = 0
(assuming the grade column comes from grades and disc_name is part of disciplines)
You could also achieve the same with an anti-join query. Here I've removed the join to students because you don't seem to use it (other than making sure the grade row belongs to a student row, which I would assume isn't necessary). I've also switched to using more modern ansi join syntax - you could use either.
select d.disc_name
from disciplines d
where not exists (select null
from grades g
where d.disc_id = g.disc_id
and g.grade = 2
)